Rogaland Sparebank AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.78% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8204 | 11.29 | |
| 0.2528 | 14.51 | |
| 0.3456 | 7.67 | |
| 0.1399 | 2.01 |
Estimation Period:
Feb 24, 2023 to Feb 6, 2026
Feb 24, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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